Open AccessAn Ordered Probit Analysis of Transaction Stock Prices
Author(s) -
Jerry A. Hausman,
Andrew W. Lo,
A. Craig MacKinlay
Publication year - 1991
Language(s) - English
Resource type - Reports
DOI - 10.3386/w3888
Subject(s) - econometrics , stock (firearms) , ordered probit , probit model , database transaction , probit , economics , business , financial economics , mathematics , computer science , materials science , database , metallurgy